WTIU vs. SVXY
WTIU (MicroSectors Energy 3X Leveraged ETN) and SVXY (ProShares Short VIX Short-Term Futures ETF) are both exchange-traded funds - WTIU is a Leveraged Equities fund tracking the Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%), while SVXY is a Volatility fund tracking the S&P 500 VIX Short-Term Futures Index (-100%). Both are passively managed. Over the past 3 years, WTIU returned 5.95%/yr vs 13.43%/yr for SVXY. At a 0.17 correlation, their price movements are largely independent. WTIU charges 0.95%/yr vs 1.38%/yr for SVXY.
Performance
WTIU vs. SVXY - Performance Comparison
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Returns By Period
In the year-to-date period, WTIU achieves a 87.83% return, which is significantly higher than SVXY's 0.85% return.
WTIU
- 1D
- -1.95%
- 1M
- -8.81%
- YTD
- 87.83%
- 6M
- 63.25%
- 1Y
- 112.38%
- 3Y*
- 5.95%
- 5Y*
- —
- 10Y*
- —
SVXY
- 1D
- 1.79%
- 1M
- 10.01%
- YTD
- 0.85%
- 6M
- 8.91%
- 1Y
- 35.62%
- 3Y*
- 13.43%
- 5Y*
- 16.17%
- 10Y*
- -1.53%
WTIU vs. SVXY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WTIU MicroSectors Energy 3X Leveraged ETN | 87.83% | -17.13% | -29.63% | -28.42% |
SVXY ProShares Short VIX Short-Term Futures ETF | 0.85% | 10.63% | -3.17% | 56.55% |
Correlation
The correlation between WTIU and SVXY is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Feb 16, 2023 | 0.17 |
The correlation between WTIU and SVXY shifts across timeframes, from -0.07 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WTIU vs. SVXY — Risk / Return Rank
WTIU
SVXY
WTIU vs. SVXY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MicroSectors Energy 3X Leveraged ETN (WTIU) and ProShares Short VIX Short-Term Futures ETF (SVXY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| WTIU | SVXY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.24 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.89 | 1.56 | +1.33 |
| Martin ratioReturn relative to average drawdown | 7.08 | 5.10 | +1.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WTIU | SVXY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 1.25 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.46 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.03 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.10 | 0.22 | -0.32 |
Drawdowns
WTIU vs. SVXY - Drawdown Comparison
The maximum WTIU drawdown since its inception was -75.73%, smaller than the maximum SVXY drawdown of -95.25%. Use the drawdown chart below to compare losses from any high point for WTIU and SVXY.
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Drawdown Indicators
| WTIU | SVXY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.73% | -95.25% | +19.52% |
Max Drawdown (1Y)Largest decline over 1 year | -39.11% | -22.94% | -16.17% |
Max Drawdown (3Y)Largest decline over 3 years | -75.73% | -46.45% | -29.28% |
Max Drawdown (5Y)Largest decline over 5 years | — | -46.45% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -95.25% | — |
Current DrawdownCurrent decline from peak | -33.42% | -79.80% | +46.38% |
Average DrawdownAverage peak-to-trough decline | -39.18% | -56.87% | +17.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.92% | 7.00% | +8.92% |
Volatility
WTIU vs. SVXY - Volatility Comparison
MicroSectors Energy 3X Leveraged ETN (WTIU) has a higher volatility of 27.11% compared to ProShares Short VIX Short-Term Futures ETF (SVXY) at 4.01%. This indicates that WTIU's price experiences larger fluctuations and is considered to be riskier than SVXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTIU | SVXY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.11% | 4.01% | +23.10% |
Volatility (6M)Calculated over the trailing 6-month period | 54.96% | 21.48% | +33.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 67.43% | 28.65% | +38.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.58% | 35.37% | +35.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.58% | 50.75% | +19.83% |
WTIU vs. SVXY - Expense Ratio Comparison
WTIU has a 0.95% expense ratio, which is lower than SVXY's 1.38% expense ratio.
Dividends
WTIU vs. SVXY - Dividend Comparison
Neither WTIU nor SVXY has paid dividends to shareholders.
Frequently Asked Questions
WTIU and SVXY have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTIU has higher volatility (27.11%) compared to SVXY (4.01%). In terms of maximum drawdown, WTIU dropped -75.73% vs SVXY's -95.25%.
On 3-year performance, SVXY leads with 13.43% vs 5.95% for WTIU. On fees, WTIU is cheaper at 0.95% per year. On volatility, SVXY has been the lower-risk option at 4.01%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, SVXY has performed better with a 13.43% return vs 5.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
WTIU is cheaper with a 0.95% expense ratio, compared with 1.38% for SVXY.
WTIU and SVXY have nearly identical dividend yields, around 0.00%.
WTIU is categorized as Leveraged Equities, while SVXY is Volatility. WTIU tracks Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%), while SVXY tracks S&P 500 VIX Short-Term Futures Index (-100%). They also come from different issuers: REX and ProShares. Their fees differ too: 0.95% for WTIU and 1.38% for SVXY.
WTIU currently has the higher Sharpe Ratio (1.68 vs 1.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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